+49.4%
TTWO vs MTSI
+241.4%
-192.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.9% |
| 7D | -1.6% | +4.9% | -6.4% | -2.1% |
| 30D | -13.5% | -11.6% | -1.9% | -12.5% |
| 3M | +0.3% | -24.1% | +24.4% | +2.9% |
| 6M | +0.8% | +32.4% | -31.6% | -6.5% |
| YTD | -16.7% | +60.4% | -77.1% | -26.0% |
| 1Y | -14.3% | +111.0% | -125.2% | -28.7% |
| 3Y | +49.4% | +246.1% | -196.7% | +4.7% |
| All | +49.4% | +241.4% | -192.0% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling